DampedBFGSHessianUpdaterLagrangianHessian(DoubleVector, DoubleVector, LagrangianFunction, DoubleMatrix) Method

Computes an update to the Lagrangian Hessian from the values of the current iterate solution x, the iterate value of the Lagrangian multipliers lambda, and the Lagrangian function L.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

C++

Copy

public DoubleMatrix LagrangianHessian(
	DoubleVector x,
	DoubleVector lambda,
	LagrangianFunction L,
	DoubleMatrix lagrangianHessian
)

Public Function LagrangianHessian ( 
	x As DoubleVector,
	lambda As DoubleVector,
	L As LagrangianFunction,
	lagrangianHessian As DoubleMatrix
) As DoubleMatrix

public:
DoubleMatrix^ LagrangianHessian(
	DoubleVector^ x, 
	DoubleVector^ lambda, 
	LagrangianFunction^ L, 
	DoubleMatrix^ lagrangianHessian
)

member LagrangianHessian : 
        x : DoubleVector * 
        lambda : DoubleVector * 
        L : LagrangianFunction * 
        lagrangianHessian : DoubleMatrix -> DoubleMatrix

Parameters

x DoubleVector: Current iterate value for the optimal point.
lambda DoubleVector: Current iterate value of the Lagrange mulitpliers.
L LagrangianFunction: The Lagrangian function for the nonlinear programming problem.
lagrangianHessian DoubleMatrix: Current iterate value for the Lagrangian Hessian.

Return Value

DoubleMatrix
Updated Lagrangian Hessian.

Reference

DampedBFGSHessianUpdater Class

LagrangianHessian Overload

CenterSpace.NMath.Core Namespace